-7.7%
SRE vs ARMK
+41.1%
-48.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -2.4% |
| 7D | -2.1% | -5.8% | +3.7% | -1.4% |
| 30D | +6.1% | -5.3% | +11.3% | +6.6% |
| 3M | -3.5% | -6.7% | +3.2% | -2.9% |
| 6M | -10.8% | +17.4% | -28.2% | -12.2% |
| YTD | -4.0% | +43.0% | -47.0% | -7.3% |
| 1Y | -7.7% | +40.3% | -48.0% | -10.5% |
| All | -7.7% | +41.1% | -48.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARMK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling